Definable scan parameters: target specific cointegration & normality profiles.
Schedule periodic scans of Exchanges/Sectors/Industries that execute automatically. Produces highly focused list of pre-vetted pairs for final assessment.
Test multiple strategies in a single Scheduler job. Results find optimum strategy per pair. Automatic filtering of scan results based on user selected criteria (total profit/trade profit/drawdown and winning ratio)
Scheduler results from several scheduled FX jobs. Filterable by any visible column
An example of scan output for Swiss-quoted Clariant AG and German-quoted Symrise AG.
Exchange hour settings. Can be modified to stop ArbMaker trading at certain times. They also are used in this screen to convert feed timestamps to UTC (Coordinated Universal Time) for cross time-zone trading
The detail behind all pairs can easily be made visible. User notes can also be added. In addition, this shot of the Watchlist shows the control for auto refreshing data.
A back test in progress…
…and the result from a back test on display…
…which can further be represented visually – hover on green/red trade bars to pull up underlying data box
An example of Z-score chart output
A Bollinger Band graph with data window and adjustable parameters.
An Indexed Prices & Spread graph with data window.
A shot of the internal record of simulated trades made in ArbMaker
The Portfolio backtester with choice of index comparators
Portfolio backtester showing some result data and ratios
View detailed trade data inside the Portfolio backtester
Equity curve from the Portfolio backtester
The back tester will perform out-of-sample walk forward tests
Here it has ‘trained’ from 5 January 2011 to 5 July 2013
The results look like this with the end date of the training period highlighted in purple
The walk forward since July 2013 looks less good – but was the losing trade one the trader would have taken?
The walk forward trades look thus with the start of the out-of-sample period highlighted in purple.
In this case that final losing trade could have been insured against.
Shot from the documentation explaining how the Dynamic Filters protect individual pairs/strategies during live tracking & trading
ArbMaker can trade either semi-automatically or fully automatically to Interactive Brokers platform TWS
A shot of the internal record of live trading to IB’s TWS platform
The mechanics of setting-up a scan. The software handles end-of-day and intraday requests
Scans can be finely targeted right down to the Industry level. By default we use a Bloomberg methodology for cutting Sector/Industry.
Flexible commission creation structure…
…permits specific commission methods per traded market
Wide selection of exchanges available by default with the ability to add more
ArbMaker can use MT4 data to crunch its algorithms and trade automatically and semi-automatically with the MT4 broker. ArbMaker can also run multiple MT4 feeds at the same time.
Ability to trade Contracts for Difference. Advantage: greater leverage in an inherently hedged method. Disadvantages: CFDs are not available for all equities; and the finance charges can hurt the longer a trade is open
Select and copy/paste data from ArbMaker into 3rd party software such as Excel
Consistently hands on and the software was written by traders for traders
Rawdon and his team spent a lot of time getting my strategies to work within their software. So far that I know of they are the only software team willing to work with another advisor's strategies instead of trying to shove their own down your thr...
ArbMaker is an intuitive and easy to use statistical arbitrage system yet robust enough for professional and institutional environment. As it is an integrated system, i.e. real time data analysis done, strategized and order initiated at the same t...